I am trying to create a message with a Yes or No button. Then a window will appear with a certain message that depends on if the user clicked Yes or No.
Here is m
You are writing if(true) so it will always show "Hello " message.
You should take decision on the basis of value of n returned.
For better understand how it works!
int n = JOptionPane.showConfirmDialog(null, "Yes No Cancel", "YesNoCancel", JOptionPane.YES_NO_CANCEL_OPTION);
    if(n == 0)
        {
        JOptionPane.showConfirmDialog(null, "You pressed YES\n"+"Pressed value is = "+n);
        }
    else if(n == 1)
        {
        JOptionPane.showConfirmDialog(null, "You pressed NO\n"+"Pressed value is = "+n);
        }
    else if (n == 2)
        {
        JOptionPane.showConfirmDialog(null, "You pressed CANCEL\n"+"Pressed value is = "+n);
        }
    else if (n == -1)
        {
        JOptionPane.showConfirmDialog(null, "You pressed X\n"+"Pressed value is = "+n);
        }
OR
int n = JOptionPane.showConfirmDialog(null, "Yes No Cancel", "YesNoCancel", JOptionPane.YES_NO_CANCEL_OPTION);
    switch (n) {
        case 0:
            JOptionPane.showConfirmDialog(null, "You pressed YES\n"+"Pressed value is = "+n);
            break;
        case 1:
            JOptionPane.showConfirmDialog(null, "You pressed NO\n"+"Pressed value is = "+n);
            break;
        case 2:
            JOptionPane.showConfirmDialog(null, "You pressed CANCEL\n"+"Pressed value is = "+n);
            break;
        case -1:
            JOptionPane.showConfirmDialog(null, "You pressed X\n"+"Pressed value is = "+n);
            break;
        default:
            break;
    }
                                                                        Code for Yes and No Message
      int n = JOptionPane.showConfirmDialog(  
                null,
                "sample question?!" ,
                "",
                JOptionPane.YES_NO_OPTION);
      if(n == JOptionPane.YES_OPTION)
      {
          JOptionPane.showMessageDialog(null, "Opening...");
      }
      else
      {
          JOptionPane.showMessageDialog(null, "Goodbye");
          System.exit(0);
                                                                        You can do this a whole simpler:
int test = JOptionPane.showConfirmDialog(null, "Would you like green eggs and ham?", "An insane question!");
switch(test) {
    case 0: JOptionPane.showMessageDialog(null, "HELLO!"); //Yes option
    case 1: JOptionPane.showMessageDialog(null, "GOODBYE!"); //No option
    case 2: JOptionPane.showMessageDialog(null, "GOODBYE!"); //Cancel option
}
                                                                        You are always checking for a true condition, hence your message will always show.
You should replace your if (true) statement with if ( n == JOptionPane.YES_OPTION)
When one of the showXxxDialog methods returns an integer, the possible values are:
YES_OPTION NO_OPTION CANCEL_OPTION OK_OPTION CLOSED_OPTION
From here
You can fix it with this:
if(n == JOptionPane.YES_OPTION)
{
    JOptionPane.showMessageDialog(null, "HELLO");
}
else
{
    JOptionPane.showMessageDialog(null, "GOODBYE");
}